Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.556 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47527.34 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46132.49 Kr¶

PnL: ---------------------------------------> -756.08 Kr¶

DD now: ---------------------------------> -2.267 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-13 13:39:36.777524'

Anic Portfolio¶

Today¶

Return: -0.721 %¶

This Week¶

Return: -1.31 %¶

Total¶

Return: 55.592 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -2.090000 3172.000000 201.000000 6.770000 2971.000006
HEBA B 70 -2.130000 2737.000000 101.000000 3.830000 2636.000010
Samhällsbyggnadsbo. i Norden B 20 1.410000 431.400000 76.400000 21.520000 355.000000
Corem Property Group B 59 -0.900000 651.950000 74.950000 12.990000 576.999999
HMS Networks 2 -1.230000 706.800000 33.800000 5.020000 673.000000
Eastnine 4 -0.160000 508.800000 17.800000 3.630000 491.000000
Norva24 Group 16 -2.780000 560.000000 17.000000 3.130000 543.000000
Samhällsbyggnadsbo. i Norden D 12 2.350000 261.600000 15.600000 6.340000 246.000000
OEM International B 7 -1.020000 543.200000 15.200000 2.880000 527.999997
Resurs Holding 22 0.640000 587.400000 13.400000 2.330000 573.999998
Coor Service Management Hold. 8 0.070000 544.800000 12.800000 2.410000 532.000000
Midsona B 63 -2.400000 590.310000 7.310000 1.250000 582.999984
Intrum 4 -0.750000 532.000000 5.000000 0.950000 527.000000
Karnov Group 9 1.530000 539.100000 3.100000 0.580000 536.000004
AcadeMedia 12 0.780000 559.200000 2.200000 0.390000 557.000004
Creaspac SPAC 6 0.310000 579.000000 2.000000 0.350000 577.000002
Handelsbanken A 5 -2.020000 545.750000 -0.250000 -0.050000 546.000000
Essity B 2 -1.170000 573.200000 -0.800000 -0.140000 574.000000
Essity A 4 -0.170000 1148.000000 -1.000000 -0.090000 1149.000000
MedCap 2 -2.560000 419.000000 -2.000000 -0.480000 421.000000
Swedbank A 3 -1.970000 558.900000 -5.100000 -0.900000 564.000000
Securitas B 6 -0.630000 563.400000 -6.600000 -1.160000 570.000000
Nordea Bank Abp 29 -1.350000 3444.040000 -9.960000 -0.290000 3453.999992
Fastighetsbolag. Emilshus Pref 21 -5.600000 549.150000 -12.850000 -2.290000 562.000005
CTEK 13 0.960000 518.050000 -15.950000 -2.990000 533.999999
FM Mattsson Mora Group B 50 -0.170000 2895.000000 -32.000000 -1.090000 2927.000000
Boozt 12 -1.250000 1610.400000 -43.600000 -2.640000 1653.999996
Vivesto 1368 1.040000 559.240000 -53.760000 -8.770000 612.999432
International Petroleum Corp. 5 1.560000 520.500000 -74.070000 -12.460000 594.565215
Sampo Oyj SDB 7 -1.020000 3738.000000 -112.000000 -2.910000 3850.000000
SAAB B 8 -1.090000 3264.000000 -113.000000 -3.350000 3377.000000
OX2 18 -0.290000 1539.900000 -124.100000 -7.460000 1663.999992
Axfood 13 -0.540000 3559.400000 -196.600000 -5.230000 3756.000001
Ovzon 52 2.230000 3094.000000 -268.000000 -7.970000 3361.999992
Fasadgruppen Group 35 -0.790000 3528.000000 -283.000000 -7.430000 3810.999990
TOTAL 46132.490000 -756.080000 -2.26723% 46888.564618

Updated:¶

'2023-01-13 13:39:49.338188'
None

Last optimization/rebalancing:¶

'2022-12-04'

Next optimization/rebalancing:¶

'2023-01-13'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶